MDK22 is correct. This has absolutely nothing to do with how updates are distributed (WiFi, OTA or otherwise).
The most important piece of the puzzle is the BRANDING (not whether your device is locked or unlocked). For a branded device, it is the carrier that decides when you receive an update. You can be in Germany and insert a German SIM from, say, Vodaphone... if your device is branded to AT&T, you will get an update only after AT&T U.S. signs off on the update. Whether the device is locked or unlocked is irrelevant.
For unbranded devices, it is the OEM (not MS) that determines when you get the update.
Either way, updates are always distributed either by MS or OEMs. For branded devices carriers say when updates may be distributed, but they don't actually handle distribution.
Branding and country code are set in your device's firmware. As a result, branding and country can be changed by flashing a different ROM.